0.30Open0.30Pre Close33 Volume46 Open Interest19.00Strike Price996.00Turnover36.63%IV8.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2573Delta0.1907Gamma70.88Leverage Ratio-0.0116Theta0.0029Rho18.24Eff Leverage0.0149Vega